See this blog post by Simon Richert on the Power BI Community site on how to embed Power BI Goals in your application.
In this blog post, we will walk through how to embed scorecards in your application in two different ways. A low code option via the scorecard’s secure publish url, and a more powerful option with the Power BI Javascript SDK. This is just a sneak peek; the feature is still being worked on and you can expect more control, customization options and flexibility for the public release.
Embed Power BI Goals in your app – Microsoft Power BI Community